Volatility Transmission in Emerging European Foreign Exchange Markets
| Author(s): | PhDr. Vít Bubák, M.A., Ph.D., Evžen Kočenda |
|---|---|
| Type: | Articles in refereed journals |
| Year: | 2010 |
| Number: | 0 |
| ISSN / ISBN: | |
| Published in: | CESIfo Working Paper, 3063/2010 |
| Publishing place: | Muenchen |
| Keywords: | foreign exchange markets; volatility; spillovers; intraday data; nonlinear dynamics |
| JEL codes: | C5, F31, G15 |
| Suggested Citation: | |
| Grants: | IES Research Framework Institutional task (2005-2011) Integration of the Czech economy into European union and its development |
| Abstract: |
